ROKU·Roku Inc

Realized volatility (21d)

9.6% 0th pct

Below its peak

-68.2%

vs 200-day average

+22.3%

Up days (1y)

49%

Roku Inc is currently running 9.6% annualised volatility over the last 21 sessions. Measured against ROKU's own 9 years of daily returns rather than a market-wide average, that is the 0th percentile — unusually subdued by its own history, against a typical reading of 59.9%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

ROKU is trading -68.2% below its running peak. Across 8 full years on file, its median worst-drawdown-in-a-year was -52.3%, and the deepest was -83.3% in 2022. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits +22.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 64th percentile — a somewhat wider gap than its own norm. Over the past year ROKU closed higher on 49% of sessions, and it is currently 4 sessions into a falling streak.

On October specifically: over 10 years of records, ROKU finished the month higher 4 of 10 times, with a median return of -4.7% and an average of -3.0%. Its strongest month historically has been November at +17.9% on average, its weakest March at -10.5%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: ROKU has opened more than 2% away from the prior close in 137 of 2,272 sessions (6.0% of the time), with the largest gaps running +6.8% and -7.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 2,273 daily closes between 2017-09-28 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against ROKU's own 9-year history, not a peer group or index.